+565.8%
TDG vs DOC
+20.3%
+545.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +1.0% |
| 7D | +1.4% | +4.3% | -2.9% | -0.6% |
| 30D | +10.6% | +9.2% | +1.5% | +5.9% |
| 3M | +0.2% | -0.8% | +1.0% | +0.3% |
| 6M | +0.9% | +7.1% | -6.2% | -3.1% |
| YTD | -7.8% | +34.0% | -41.8% | -21.7% |
| 1Y | -4.9% | +23.2% | -28.1% | -15.9% |
| 3Y | +44.5% | +53.6% | -9.1% | +8.8% |
| 5Y | +117.7% | -20.4% | +138.2% | +135.4% |
| 10Y | +565.8% | +23.4% | +542.5% | +526.2% |
| All | +565.8% | +20.3% | +545.6% | +526.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling